Posterior coefficients of the Normal-Inverse-Wishart distribution with its conjugate prior.

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Description

Given iid d-dimensional niche indicators X = (X_1,…,X_N) with X_i \sim N(μ, Σ),
this function calculates the coefficients of the Normal-Inverse-Wishart (NIW) posterior
p(μ, Σ | X) for a conjugate NIW prior. Together with niw.mom,
this can be used to rapidly compute the point estimates E[μ | X] and E[Σ | X].